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The Journal of Portfolio Management
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The Journal of Portfolio Management

The Journal of Portfolio Management

ADVANCED SEARCH: Discover more content by journal, author or time frame

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Index by author

Special 40th Anniversary Issue 2014; Volume 40,Issue 5
  • A
  • B
  • C
  • D
  • E
  • F
  • G
  • H
  • I
  • J
  • K
  • L
  • M
  • N
  • O
  • P
  • Q
  • R
  • S
  • T
  • U
  • V
  • W
  • X
  • Y
  • Z

A

  1. Asness, Clifford

    1. You have access
      Fact, Fiction, and Momentum Investing
      Clifford Asness, Andrea Frazzini, Ronen Israel and Tobias Moskowitz
      The Journal of Portfolio Management Special 40th Anniversary Issue 2014, 40 (5) 75-92; DOI: https://doi.org/10.3905/jpm.2014.40.5.075

B

  1. Bailey, David H.

    1. You have access
      The Deflated Sharpe Ratio: Correcting for Selection Bias, Backtest
      Overfitting, and Non-Normality
      David H. Bailey and Marcos López de Prado
      The Journal of Portfolio Management Special 40th Anniversary Issue 2014, 40 (5) 94-107; DOI: https://doi.org/10.3905/jpm.2014.40.5.094
  2. Bogle, John C.

    1. You have access
      Lightning Strikes: The Creation of Vanguard, the
      First Index Mutual Fund, and the
      Revolution It Spawned
      John C. Bogle
      The Journal of Portfolio Management Special 40th Anniversary Issue 2014, 40 (5) 42-59; DOI: https://doi.org/10.3905/jpm.2014.40.5.042
  3. Bova, Anthony

    1. You have access
      Forward Curve Shifts and Return Convergence
      Martin L. Leibowitz, Stanley Kogelman and Anthony Bova
      The Journal of Portfolio Management Special 40th Anniversary Issue 2014, 40 (5) 170-182; DOI: https://doi.org/10.3905/jpm.2014.40.5.170

E

  1. El-Erian, Mohamed A.

    1. You have access
      INTRODUCTION
      Mohamed A. El-Erian
      The Journal of Portfolio Management Special 40th Anniversary Issue 2014, 40 (5) 1-4; DOI: https://doi.org/10.3905/jpm.2014.40.5.001

F

  1. Fabozzi, Frank J.

    1. You have access
      Can We Predict Stock Market Crashes?
      Sergio M. Focardi and Frank J. Fabozzi
      The Journal of Portfolio Management Special 40th Anniversary Issue 2014, 40 (5) 183-195; DOI: https://doi.org/10.3905/jpm.2014.40.5.183
  2. Focardi, Sergio M.

    1. You have access
      Can We Predict Stock Market Crashes?
      Sergio M. Focardi and Frank J. Fabozzi
      The Journal of Portfolio Management Special 40th Anniversary Issue 2014, 40 (5) 183-195; DOI: https://doi.org/10.3905/jpm.2014.40.5.183
  3. Frazzini, Andrea

    1. You have access
      Fact, Fiction, and Momentum Investing
      Clifford Asness, Andrea Frazzini, Ronen Israel and Tobias Moskowitz
      The Journal of Portfolio Management Special 40th Anniversary Issue 2014, 40 (5) 75-92; DOI: https://doi.org/10.3905/jpm.2014.40.5.075
  4. Fuller, Russell J.

    1. You have access
      The Stable Roe Portfolio: An Alternative Equity Index
      Strategy Based on Common Sense Security Analysis
      Russell J. Fuller, Raife Giovinazzo and Yining Tung
      The Journal of Portfolio Management Special 40th Anniversary Issue 2014, 40 (5) 135-145; DOI: https://doi.org/10.3905/jpm.2014.40.5.135

G

  1. Geczy, Christopher

    1. You have access
      The New Diversification: Open Your
      Eyes to Alternatives
      Christopher Geczy
      The Journal of Portfolio Management Special 40th Anniversary Issue 2014, 40 (5) 146-155; DOI: https://doi.org/10.3905/jpm.2014.40.5.146
  2. Giovinazzo, Raife

    1. You have access
      The Stable Roe Portfolio: An Alternative Equity Index
      Strategy Based on Common Sense Security Analysis
      Russell J. Fuller, Raife Giovinazzo and Yining Tung
      The Journal of Portfolio Management Special 40th Anniversary Issue 2014, 40 (5) 135-145; DOI: https://doi.org/10.3905/jpm.2014.40.5.135

H

  1. Harvey, Campbell R.

    1. You have access
      Evaluating Trading Strategies
      Campbell R. Harvey and Yan Liu
      The Journal of Portfolio Management Special 40th Anniversary Issue 2014, 40 (5) 108-118; DOI: https://doi.org/10.3905/jpm.2014.40.5.108

I

  1. Ibbotson, Roger G.

    1. You have access
      Dimensions of Popularity
      Roger G. Ibbotson and Thomas M. Idzorek
      The Journal of Portfolio Management Special 40th Anniversary Issue 2014, 40 (5) 68-74; DOI: https://doi.org/10.3905/jpm.2014.40.5.068
  2. Idzorek, Thomas M.

    1. You have access
      Dimensions of Popularity
      Roger G. Ibbotson and Thomas M. Idzorek
      The Journal of Portfolio Management Special 40th Anniversary Issue 2014, 40 (5) 68-74; DOI: https://doi.org/10.3905/jpm.2014.40.5.068
  3. Israel, Ronen

    1. You have access
      Fact, Fiction, and Momentum Investing
      Clifford Asness, Andrea Frazzini, Ronen Israel and Tobias Moskowitz
      The Journal of Portfolio Management Special 40th Anniversary Issue 2014, 40 (5) 75-92; DOI: https://doi.org/10.3905/jpm.2014.40.5.075

J

  1. Jacobs, Bruce I.

    1. You have access
      Ten Investment Insights that Matter
      Bruce I. Jacobs and Kenneth N. Levy
      The Journal of Portfolio Management Special 40th Anniversary Issue 2014, 40 (5) 60-67; DOI: https://doi.org/10.3905/jpm.2014.40.5.060

K

  1. Kapito, Robert S.

    1. You have access
      Long Lives and New Strategies
      Robert S. Kapito
      The Journal of Portfolio Management Special 40th Anniversary Issue 2014, 40 (5) 38-41; DOI: https://doi.org/10.3905/jpm.2014.40.5.038
  2. Kinlaw, William

    1. You have access
      The Divergence of High- and Low-Frequency Estimation:
      Causes and Consequences
      William Kinlaw, Mark Kritzman and David Turkington
      The Journal of Portfolio Management Special 40th Anniversary Issue 2014, 40 (5) 156-168; DOI: https://doi.org/10.3905/jpm.2014.40.5.156
  3. Kogelman, Stanley

    1. You have access
      Forward Curve Shifts and Return Convergence
      Martin L. Leibowitz, Stanley Kogelman and Anthony Bova
      The Journal of Portfolio Management Special 40th Anniversary Issue 2014, 40 (5) 170-182; DOI: https://doi.org/10.3905/jpm.2014.40.5.170
  4. Kritzman, Mark

    1. You have access
      The Divergence of High- and Low-Frequency Estimation:
      Causes and Consequences
      William Kinlaw, Mark Kritzman and David Turkington
      The Journal of Portfolio Management Special 40th Anniversary Issue 2014, 40 (5) 156-168; DOI: https://doi.org/10.3905/jpm.2014.40.5.156

L

  1. Leibowitz, Martin L.

    1. You have access
      Forward Curve Shifts and Return Convergence
      Martin L. Leibowitz, Stanley Kogelman and Anthony Bova
      The Journal of Portfolio Management Special 40th Anniversary Issue 2014, 40 (5) 170-182; DOI: https://doi.org/10.3905/jpm.2014.40.5.170
  2. Levy, Kenneth N.

    1. You have access
      Ten Investment Insights that Matter
      Bruce I. Jacobs and Kenneth N. Levy
      The Journal of Portfolio Management Special 40th Anniversary Issue 2014, 40 (5) 60-67; DOI: https://doi.org/10.3905/jpm.2014.40.5.060
  3. Liu, Yan

    1. You have access
      Evaluating Trading Strategies
      Campbell R. Harvey and Yan Liu
      The Journal of Portfolio Management Special 40th Anniversary Issue 2014, 40 (5) 108-118; DOI: https://doi.org/10.3905/jpm.2014.40.5.108
  4. López de Prado, Marcos

    1. You have access
      The Deflated Sharpe Ratio: Correcting for Selection Bias, Backtest
      Overfitting, and Non-Normality
      David H. Bailey and Marcos López de Prado
      The Journal of Portfolio Management Special 40th Anniversary Issue 2014, 40 (5) 94-107; DOI: https://doi.org/10.3905/jpm.2014.40.5.094

M

  1. Malkiel, Burton G.

    1. You have access
      Is Smart Beta Really Smart?
      Burton G. Malkiel
      The Journal of Portfolio Management Special 40th Anniversary Issue 2014, 40 (5) 127-134; DOI: https://doi.org/10.3905/jpm.2014.40.5.127
  2. Moskowitz, Tobias

    1. You have access
      Fact, Fiction, and Momentum Investing
      Clifford Asness, Andrea Frazzini, Ronen Israel and Tobias Moskowitz
      The Journal of Portfolio Management Special 40th Anniversary Issue 2014, 40 (5) 75-92; DOI: https://doi.org/10.3905/jpm.2014.40.5.075

R

  1. Reinganum, Marc R.

    1. You have access
      Anchored in Reality or Blinded by a Paradigm: The Role
      of Cap-Weighted Indices in the Future
      Marc R. Reinganum
      The Journal of Portfolio Management Special 40th Anniversary Issue 2014, 40 (5) 119-125; DOI: https://doi.org/10.3905/jpm.2014.40.5.119

S

  1. Statman, Meir

    1. You have access
      Behavioral Finance: Peter Bernstein and The Journal
      of Portfolio Management
      Meir Statman
      The Journal of Portfolio Management Special 40th Anniversary Issue 2014, 40 (5) 24-37; DOI: https://doi.org/10.3905/jpm.2014.40.5.024

T

  1. Tung, Yining

    1. You have access
      The Stable Roe Portfolio: An Alternative Equity Index
      Strategy Based on Common Sense Security Analysis
      Russell J. Fuller, Raife Giovinazzo and Yining Tung
      The Journal of Portfolio Management Special 40th Anniversary Issue 2014, 40 (5) 135-145; DOI: https://doi.org/10.3905/jpm.2014.40.5.135
  2. Turkington, David

    1. You have access
      The Divergence of High- and Low-Frequency Estimation:
      Causes and Consequences
      William Kinlaw, Mark Kritzman and David Turkington
      The Journal of Portfolio Management Special 40th Anniversary Issue 2014, 40 (5) 156-168; DOI: https://doi.org/10.3905/jpm.2014.40.5.156
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The Journal of Portfolio Management: 40 (5)
The Journal of Portfolio Management
Vol. 40, Issue 5
Special 40th Anniversary Issue 2014
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